+30.9%
EMR vs AMC
+43.0%
-12.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.3% |
| 7D | +0.7% | +5.5% | -4.8% | +0.1% |
| 30D | +3.5% | +16.1% | -12.6% | +2.1% |
| 3M | +5.9% | +43.0% | -37.1% | +2.3% |
| 6M | +19.4% | +130.7% | -111.2% | +6.2% |
| YTD | +27.7% | +121.8% | -94.1% | +13.5% |
| 1Y | +30.9% | +40.7% | -9.7% | +32.2% |
| All | +30.9% | +43.0% | -12.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling